+73.2%
BHP vs TSLQ
-95.5%
+168.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.7% | -5.1% |
| 7D | -3.7% | +5.7% | -9.4% | -3.2% |
| 30D | -0.8% | -21.1% | +20.2% | -2.4% |
| 3M | +7.6% | -11.5% | +19.1% | +8.1% |
| 6M | +20.8% | -14.9% | +35.7% | +22.4% |
| YTD | +50.8% | +2.4% | +48.3% | +55.2% |
| 1Y | +70.9% | -49.8% | +120.7% | +69.0% |
| All | +73.2% | -95.5% | +168.8% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling